+2,419.4%
ELV vs IP
+167.9%
+2,251.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.4% |
| 7D | +3.3% | -5.3% | +8.6% | +4.8% |
| 30D | +4.2% | -10.9% | +15.0% | +7.5% |
| 3M | -0.1% | +11.2% | -11.2% | -4.2% |
| 6M | +41.3% | -10.2% | +51.5% | +42.9% |
| YTD | +17.4% | -2.0% | +19.4% | +15.4% |
| 1Y | +35.1% | -19.1% | +54.2% | +40.0% |
| 3Y | -3.2% | +20.9% | -24.1% | -14.9% |
| 5Y | +15.6% | -17.8% | +33.4% | +12.7% |
| 10Y | +276.8% | +23.5% | +253.3% | +210.3% |
| All | +2,419.4% | +167.9% | +2,251.5% | +1,305.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling